Sony Group (Mexico) Market Value
| SONYN Stock | MXN 480.00 7.19 1.48% |
| Symbol | Sony |
Sony Group 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Sony Group's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Sony Group.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Sony Group on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Sony Group or generate 0.0% return on investment in Sony Group over 90 days. Sony Group is related to or competes with Intel, Procter Gamble, Advanced Micro, ATT, and Merck. Sony Group Corporation designs, develops, produces, and sells electronic equipment, instruments, and devices for the con... More
Sony Group Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Sony Group's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Sony Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.6 | |||
| Information Ratio | 0.1692 | |||
| Maximum Drawdown | 9.55 | |||
| Value At Risk | (1.73) | |||
| Potential Upside | 3.34 |
Sony Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sony Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sony Group's standard deviation. In reality, there are many statistical measures that can use Sony Group historical prices to predict the future Sony Group's volatility.| Risk Adjusted Performance | 0.1094 | |||
| Jensen Alpha | 0.1646 | |||
| Total Risk Alpha | 0.3518 | |||
| Sortino Ratio | 0.1719 | |||
| Treynor Ratio | (0.87) |
Sony Group Backtested Returns
As of now, Sony Stock is very steady. Sony Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sony Group, which you can use to evaluate the volatility of the company. Please validate Sony Group's Coefficient Of Variation of 837.79, semi deviation of 0.9512, and Risk Adjusted Performance of 0.1094 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. Sony Group has a performance score of 8 on a scale of 0 to 100. The entity has a beta of -0.21, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sony Group are expected to decrease at a much lower rate. During the bear market, Sony Group is likely to outperform the market. Sony Group right now has a risk of 1.61%. Please validate Sony Group potential upside, as well as the relationship between the accumulation distribution and price action indicator , to decide if Sony Group will be following its existing price patterns.
Auto-correlation | -0.47 |
Modest reverse predictability
Sony Group has modest reverse predictability. Overlapping area represents the amount of predictability between Sony Group time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sony Group price movement. The serial correlation of -0.47 indicates that about 47.0% of current Sony Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 346.84 |
Sony Group lagged returns against current returns
Autocorrelation, which is Sony Group stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Sony Group's stock expected returns. We can calculate the autocorrelation of Sony Group returns to help us make a trade decision. For example, suppose you find that Sony Group has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Sony Group regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Sony Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sony Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sony Group stock over time.
Current vs Lagged Prices |
| Timeline |
Sony Group Lagged Returns
When evaluating Sony Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sony Group stock have on its future price. Sony Group autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Sony Group autocorrelation shows the relationship between Sony Group stock current value and its past values and can show if there is a momentum factor associated with investing in Sony Group.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Sony Stock
Sony Group financial ratios help investors to determine whether Sony Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Sony with respect to the benefits of owning Sony Group security.